+253.9%
XLI vs ACWI
+226.7%
+27.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.6% |
| 30D | -5.9% | +0.9% | -6.8% | -6.8% |
| 3M | -0.3% | +2.4% | -2.7% | -2.7% |
| 6M | +0.1% | +12.4% | -12.2% | -11.3% |
| YTD | +13.6% | +15.2% | -1.6% | -1.9% |
| 1Y | +17.2% | +22.7% | -5.5% | -5.2% |
| 3Y | +68.2% | +75.8% | -7.6% | -6.4% |
| 5Y | +80.7% | +67.7% | +13.0% | +5.2% |
| All | +253.9% | +226.7% | +27.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling